Dont bother trying to use shaders on WMBs; they are too slow to be of any use.

Anyway, the problem with texture projection in A6 is that there is no easy way to set up your matrices--this is where you need to use D3DX.

Of course you can compute your matrices manually, but this will be difficult for anyone who isnt well versed in matrix math and 3d theory.

The basic procedure is this:
texprojmatrix = entityWorld * projectorView * projectorProjection

This computation should be done per-entity

Bascially, you need to read how d3d matrices are set up and manually construct them.